Akmal Soliev
03/11/2023, 1:57 PMDataFrames
to fit the model? From what I see it is transformed into ndarray that is later processed, however, couldn't find the function that transforms from DataFrame into np array. Wanted to add polars supportPiotr Pomorski
03/13/2023, 11:46 AMMerlin
03/14/2023, 4:34 PMValeriy
03/14/2023, 5:01 PMArsa Nikzad
03/17/2023, 1:12 AMmlforecast
in fcst.preprocess()
, the default value for dropna
is True, so in cases when we have intermittent series and we generate features like rolling_std
, NAs might occur anywhere in data (not just at initial rows) and we are dropping all those observations. the consequence might be inaccurate CV estimate when we try to evaluate the model. May be a warning in the function to notify the user about the default value of dropna
?Nitin Kandpal
03/17/2023, 6:34 AMMark Aron Szulyovszky
03/20/2023, 7:20 PM.forward()
method with a single timestamp? we have series with high autocorrelation, and would like to train a simple AR model (or ARIMA), but would like to update the model on each timestamp, so itāll have access to T-1. when predicting multi-step ahead (calling .forward() in a mini-batch fashion), the ARIMA model underperforms our naive model, and weād like to benchmark these two against each other!
weāre writing a TS cross-validation library, with the ability to also online update models on each timestamp, this is the PR with the failing tests we have for statsforecast
wrappers, weād love to put to use! š https://github.com/dream-faster/fold-models/pull/38Ajinkya
03/21/2023, 6:50 AMAjinkya
03/21/2023, 6:52 AMDarius Marginean
03/21/2023, 2:20 PMmodels
list variable of the StatsForecast object, to be able to also add AutoArimaProphet & then use the .forecast()
for all the models at once (again, including AutoArimaProphet)Darius Marginean
03/23/2023, 5:39 PMTrue
to False
?Ajinkya
03/25/2023, 7:44 AMAjinkya
03/25/2023, 7:45 AMPoojan Vachharajani
03/26/2023, 2:34 PMKaustav Chaudhury
03/31/2023, 3:58 AMAsterios Tsiourvas
04/02/2023, 2:55 PMMerlin
04/04/2023, 10:14 AMTia Guo
04/06/2023, 8:27 PMManuel
04/07/2023, 7:55 PMYachna Hasija
04/11/2023, 10:47 AMDihong Huang
04/15/2023, 3:15 AMDihong Huang
04/15/2023, 4:21 AMTia Guo
04/18/2023, 9:22 PMAjinkya
04/19/2023, 7:37 AMAjinkya
04/19/2023, 7:41 AMSamT
04/24/2023, 11:12 PMValeriy
04/25/2023, 9:27 AMVeronika Polushina
04/27/2023, 7:10 PMDavid Khachatrian
04/28/2023, 12:45 AMMax (Nixtla)
04/28/2023, 2:22 AM